+78.6%
ESI vs VLTO
+56.1%
+22.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | -3.5% | +2.0% | -5.5% | -4.2% |
| 30D | -9.3% | +21.8% | -31.1% | -16.4% |
| 3M | -12.8% | +20.2% | -33.0% | -19.4% |
| 6M | -24.6% | +36.3% | -60.9% | -35.3% |
| YTD | +32.7% | +18.8% | +13.9% | +22.9% |
| 1Y | +20.3% | +20.4% | -0.1% | +10.3% |
| 3Y | +80.2% | +71.9% | +8.3% | +44.4% |
| All | +78.6% | +56.1% | +22.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling